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the Block–Block Bootstrap: Improved Asymptotic Refinements

✍ Scribed by Donald W. K. Andrews


Book ID
111052370
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
236 KB
Volume
72
Category
Article
ISSN
0012-9682

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The blockwise bootstrap is a modiÿcation of Efron's bootstrap designed to give correct results for dependent stationary observations. One drawback of the method is that it depends critically on a block length which has to be chosen by the user. Here we propose a fully data-driven method to select th